I was wondering the same thing, maybe it's one of those words like road (con đường) that the Vietnamese people personify.
I recall from the comments section of another lesson that someone said that "con" is one of those irregular classifiers for "dao". I've never heard of "con dao" ever in my life before until Duolingo. Everyone around me just says "cái dao". I guess we should accept it, but you have the choice of "con dao" or "cái dao".